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SXR1.DE vs. LGQK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR1.DE vs. LGQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SXR1.DE having a 8.90% return and LGQK.DE slightly higher at 9.03%. Over the past 10 years, SXR1.DE has underperformed LGQK.DE with an annualized return of 7.48%, while LGQK.DE has yielded a comparatively higher 11.66% annualized return.


SXR1.DE

1D
-0.90%
1M
-2.17%
YTD
8.90%
6M
10.35%
1Y
13.62%
3Y*
10.41%
5Y*
5.82%
10Y*
7.48%

LGQK.DE

1D
-1.05%
1M
-2.05%
YTD
9.03%
6M
9.97%
1Y
13.31%
3Y*
10.11%
5Y*
5.53%
10Y*
11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR1.DE vs. LGQK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
8.90%7.00%11.91%2.20%-0.86%13.17%-2.98%21.74%-6.20%10.76%
LGQK.DE
Amundi MSCI Pacific Ex Japan UCITS ETF Dist
9.03%6.49%12.16%1.67%-1.07%12.33%56.18%16.88%-9.04%10.27%

Correlation

The correlation between SXR1.DE and LGQK.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since May 5, 2010

0.94

The correlation between SXR1.DE and LGQK.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

SXR1.DE vs. LGQK.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR1.DE
SXR1.DE Risk / Return Rank: 3838
Overall Rank
SXR1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3333
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4242
Martin Ratio Rank

LGQK.DE
LGQK.DE Risk / Return Rank: 3636
Overall Rank
LGQK.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LGQK.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
LGQK.DE Omega Ratio Rank: 3030
Omega Ratio Rank
LGQK.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LGQK.DE Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXR1.DE vs. LGQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SXR1.DELGQK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratioReturn relative to maximum drawdown

2.25

2.21

+0.04

Martin ratioReturn relative to average drawdown

6.64

6.30

+0.34

SXR1.DE vs. LGQK.DE - Sharpe Ratio Comparison

The current SXR1.DE Sharpe Ratio is 1.19, which is comparable to the LGQK.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SXR1.DE and LGQK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXR1.DELGQK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.14

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.37

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.47

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.55

-0.28

Drawdowns

SXR1.DE vs. LGQK.DE - Drawdown Comparison

The maximum SXR1.DE drawdown since its inception was -38.62%, roughly equal to the maximum LGQK.DE drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and LGQK.DE.


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Drawdown Indicators


SXR1.DELGQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-36.96%

-1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-6.26%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-20.04%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-20.04%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-36.96%

+0.05%

Current Drawdown

Current decline from peak

-2.17%

-2.16%

-0.01%

Average Drawdown

Average peak-to-trough decline

-9.79%

-6.18%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.20%

-0.09%

Volatility

SXR1.DE vs. LGQK.DE - Volatility Comparison

iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and Amundi MSCI Pacific Ex Japan UCITS ETF Dist (LGQK.DE) have volatilities of 3.06% and 3.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR1.DELGQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.20%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

9.32%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

12.16%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

14.67%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

25.08%

-8.48%

SXR1.DE vs. LGQK.DE - Expense Ratio Comparison

SXR1.DE has a 0.20% expense ratio, which is higher than LGQK.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SXR1.DE vs. LGQK.DE - Dividend Comparison

SXR1.DE has not paid dividends to shareholders, while LGQK.DE's dividend yield for the trailing twelve months is around 2.64%.


PositionTTM202520242023202220212020
LGQK.DE
Amundi MSCI Pacific Ex Japan UCITS ETF Dist
2.64%2.88%5.33%3.78%4.41%3.15%0.89%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, SXR1.DE and LGQK.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, LGQK.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGQK.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SXR1.DE.

Both ETFs track MSCI Pacific ex Japan. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SXR1.DE and 0.12% for LGQK.DE.

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